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Strategies & Market Trends : KEEP IT SIMPLE TRADING

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To: mistermj who wrote (22)7/22/2003 6:40:52 PM
From: Mathemagician  Read Replies (1) of 321
 
This system is tied to EOD mutual funds so I don't know how we can get around that.

My advice would be to backtest the system again using next day entries. If the results are significantly worse, then you know that the majority of the profits come the first day. In that case you should consider a new system that uses the original EOD entries and exits one day after entry, with the understanding that the entries will not be entirely system-directed.

If it is possible for you technically, you can also modify the system to use the price at, say, 3:20p in place of the current day's close.

M
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